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A McKean-Vlasov game of commodity production, consumption and trading - MaRDI portal

A McKean-Vlasov game of commodity production, consumption and trading (Q2171035)

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A McKean-Vlasov game of commodity production, consumption and trading
scientific article

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    title
    A McKean-Vlasov game of commodity production, consumption and trading (English)
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    author
    René Aïd
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    Ofelia Bonesini
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    Giorgia Callegaro
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    Luciano Campi
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    publication date
    23 September 2022
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    Mathematics Subject Classification ID
    49N10
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    91A15
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    91G30
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    49N80
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    zbMATH DE Number
    7590566
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    zbMATH Keywords
    price manipulation
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    indifference pricing
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    linear-quadratic stochastic differential games
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    weak martingale optimality principle
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    Riccati equations
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    mean-field BSDEs
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    Wikidata QID
    Q114230581
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    OpenAlex ID
    W3214312566
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    arXiv ID
    2111.04391
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    cites work
    Q5848416
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    Q3613975
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    Mean field games
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